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V-Lab

CI Energy Giants Coverd Call Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:21.59% (-0.73%)
Analysis last updated: Tuesday, February 10, 2026 at 02:06 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of CI Energy Giants Coverd Call S0GARCH
paramt-stat
ω0.82883.86
α0.08792.81
β0.801915.25
γ1-1.8226-3.23
γ22.79973.11
γ3-1.2460-1.94
γ40.77281.52
γ5-1.2319-2.32
γ61.17482.36
γ7-1.0720-2.66
γ81.34323.70
γ9-0.9702-3.69
Estimation Period:
Feb 10, 2015 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts